JGYIX vs. EPSYX

Last updated Jun 3, 2026

JGYIX (John Hancock Global Shareholder Yield Fund) and EPSYX (MainStay Epoch Global Equity Yield Fund) are both Global Equities funds. Over the past 10 years, JGYIX returned 10.12%/yr vs 10.34%/yr for EPSYX. With a 0.97 correlation, they move nearly in lockstep. Both charge a 0.84% expense ratio.

Performance

JGYIX vs. EPSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Global Shareholder Yield Fund (JGYIX) and MainStay Epoch Global Equity Yield Fund (EPSYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with JGYIX having a 17.92% return and EPSYX slightly higher at 18.48%. Both investments have delivered pretty close results over the past 10 years, with JGYIX having a 10.12% annualized return and EPSYX not far ahead at 10.34%.

JGYIX

• 1D: 0.27%
• 1M: 5.17%
• YTD: 17.92%
• 6M: 19.56%
• 1Y: 32.58%
• 3Y*: 21.68%
• 5Y*: 12.88%
• 10Y*: 10.12%

EPSYX

• 1D: 0.07%
• 1M: 5.51%
• YTD: 18.48%
• 6M: 20.28%
• 1Y: 33.72%
• 3Y*: 21.77%
• 5Y*: 12.85%
• 10Y*: 10.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JGYIX vs. EPSYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JGYIX John Hancock Global Shareholder Yield Fund	17.92%	24.13%	14.38%	11.36%	-4.87%	17.65%	-1.36%	20.86%	-9.27%	16.72%
EPSYX MainStay Epoch Global Equity Yield Fund	18.48%	22.09%	15.38%	12.50%	-5.37%	17.40%	-1.38%	23.19%	-9.23%	16.31%

Correlation

The correlation between JGYIX and EPSYX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.98
Correlation (All Time) Calculated using the full available price history since Mar 1, 2007	0.97

The correlation between JGYIX and EPSYX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

Return for Risk

JGYIX vs. EPSYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JGYIX

JGYIX Risk / Return Rank: 92
JGYIX Sharpe Ratio Rank: 95
JGYIX Sortino Ratio Rank: 92
JGYIX Omega Ratio Rank: 87
JGYIX Calmar Ratio Rank: 91
JGYIX Martin Ratio Rank: 92

EPSYX

EPSYX Risk / Return Rank: 92
EPSYX Sharpe Ratio Rank: 95
EPSYX Sortino Ratio Rank: 92
EPSYX Omega Ratio Rank: 88
EPSYX Calmar Ratio Rank: 91
EPSYX Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JGYIX vs. EPSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Global Shareholder Yield Fund (JGYIX) and MainStay Epoch Global Equity Yield Fund (EPSYX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	JGYIX	EPSYX	Difference
Sharpe ratio Return per unit of total volatility	3.35	3.39	-0.04
Sortino ratio Return per unit of downside risk	4.58	4.63	-0.05
Omega ratio Gain probability vs. loss probability	1.60	1.61	-0.01
Calmar ratio Return relative to maximum drawdown	4.82	4.84	-0.01
Martin ratio Return relative to average drawdown	19.60	19.24	+0.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JGYIX vs. EPSYX - Sharpe Ratio Comparison

The current JGYIX Sharpe Ratio is 3.35, which is comparable to the EPSYX Sharpe Ratio of 3.39. The chart below compares the historical Sharpe Ratios of JGYIX and EPSYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JGYIX	EPSYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.35	3.39	-0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.98	0.99	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.70	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.53	-0.06

Drawdowns

JGYIX vs. EPSYX - Drawdown Comparison

The maximum JGYIX drawdown since its inception was -46.76%, roughly equal to the maximum EPSYX drawdown of -48.92%. Use the drawdown chart below to compare losses from any high point for JGYIX and EPSYX.

Drawdown Indicators

	JGYIX	EPSYX	Difference
Max Drawdown Largest peak-to-trough decline	-46.76%	-48.92%	+2.16%
Max Drawdown (1Y) Largest decline over 1 year	-6.96%	-7.22%	+0.26%
Max Drawdown (3Y) Largest decline over 3 years	-11.99%	-12.95%	+0.96%
Max Drawdown (5Y) Largest decline over 5 years	-18.97%	-18.92%	-0.05%
Max Drawdown (10Y) Largest decline over 10 years	-36.45%	-36.35%	-0.10%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.77%	-6.91%	+0.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.71%	1.82%	-0.11%

Volatility

JGYIX vs. EPSYX - Volatility Comparison

John Hancock Global Shareholder Yield Fund (JGYIX) and MainStay Epoch Global Equity Yield Fund (EPSYX) have volatilities of 3.27% and 3.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JGYIX	EPSYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.27%	3.39%	-0.12%
Volatility (6M) Calculated over the trailing 6-month period	7.65%	7.90%	-0.25%
Volatility (1Y) Calculated over the trailing 1-year period	10.00%	10.26%	-0.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.21%	13.06%	+0.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.99%	14.89%	+0.10%

JGYIX vs. EPSYX - Expense Ratio Comparison

Both JGYIX and EPSYX have an expense ratio of 0.84%.

Dividends

JGYIX vs. EPSYX - Dividend Comparison

JGYIX's dividend yield for the trailing twelve months is around 11.41%, more than EPSYX's 6.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPSYX MainStay Epoch Global Equity Yield Fund	6.71%	8.24%	10.13%	2.71%	2.64%	2.66%	2.74%	6.87%	9.87%	2.24%	3.18%	9.65%
JGYIX John Hancock Global Shareholder Yield Fund	11.41%	13.30%	8.21%	4.37%	9.51%	11.27%	2.71%	4.81%	6.31%	2.91%	3.19%	7.64%

Frequently Asked Questions

Can I hold both JGYIX and EPSYX in my portfolio?

With a correlation of 0.98, JGYIX and EPSYX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JGYIX or EPSYX?

EPSYX has higher volatility (3.39%) compared to JGYIX (3.27%). In terms of maximum drawdown, JGYIX dropped -46.76% vs EPSYX's -48.92%.

Which has better risk-adjusted returns?

EPSYX currently has the higher Sharpe Ratio (3.39 vs 3.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.